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Trade: AVAX/USDT/720/SSF/SMA/2135

Strategy
AVAX/USDT/720/SSF/SMA/2135
Pair
AVAX_USDT
Interval
12h
Score
307526
Daily Profit
0.194651
Profit Factor
1.334460
Profitability
45.714286
Streak
103.733014
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-09-10 08:35
Expiration Time
2025-11-03 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -660494.3471 125612.7604 -786107.1076 -800232.813 -4107533.184 3307300.371
Total P&L (%) -660.4943 125.6128 -786.1071 -800.2328 -4107.5332 3307.3004
Avg Daily Profit (%) -0.364 0.0692 -0.4332 0 0 0.1947
Buy And Hold Return (%) 486.7518 486.7518 486.7518 486.7518 486.7518 486.7518
Max Trade Drawdown -762237 -125469 -820302 -8847617 -6062305 -4044582
Profit Factor 0.5228 1.4601 0.2926 0.9579 0.549 1.3345
Total Trades 70 35 35 70 35 35
Winning Trades 40 21 19 35 19 16
Losing Trades 30 14 16 35 16 19
Profitability (%) 57.1429 60 54.2857 50 54.2857 45.7143
Ratio Avg Win / Avg Loss 0.3921 0.9734 0.2464 0.9579 0.4623 1.5847
Largest Winning Trade 68014 68014 58637 8775399 994808 8775399
Largest Losing Trade -373499 -79052 -373499 -5801590 -5801590 -3529179
Avg Bars in Trades 49 54 45 49 54 45
Avg Bars in Winners 29 32 25 50 55 45
Avg Bars in Losers 77 85 69 49 52 46
Bars Traded 3495 1890 1605 3495 1890 1605
Profit Streak 0 0 0 23.233 23.233 103.733
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -678351 -265599 -580232 -678519 -579685 307526

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3629,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602590400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757482532453,
    "expiration_time": 1762165584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -660494.3471286789,
            125612.7604274082,
            -786107.1075560873,
            -800232.8129683087,
            -4107533.1840052023,
            3307300.3710368904
        ],
        [
            -660.494347,
            125.61276,
            -786.107108,
            -800.232813,
            -4107.533184,
            3307.300371
        ],
        [
            -0.364009,
            0.069227,
            -0.433236,
            0,
            0,
            0.194651
        ],
        [
            486.751774,
            486.751774,
            486.751774,
            486.751774,
            486.751774,
            486.751774
        ],
        [
            -762237,
            -125469,
            -820302,
            -8847617,
            -6062305,
            -4044582
        ],
        [
            0.522834,
            1.460113,
            0.292559,
            0.957873,
            0.548971,
            1.33446
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            40,
            21,
            19,
            35,
            19,
            16
        ],
        [
            30,
            14,
            16,
            35,
            16,
            19
        ],
        [
            57.142857,
            60,
            54.285714,
            50,
            54.285714,
            45.714286
        ],
        [
            0.392125,
            0.973409,
            0.246365,
            0.957873,
            0.462292,
            1.584671
        ],
        [
            68014,
            68014,
            58637,
            8775399,
            994808,
            8775399
        ],
        [
            -373499,
            -79052,
            -373499,
            -5801590,
            -5801590,
            -3529179
        ],
        [
            49,
            54,
            45,
            49,
            54,
            45
        ],
        [
            29,
            32,
            25,
            50,
            55,
            45
        ],
        [
            77,
            85,
            69,
            49,
            52,
            46
        ],
        [
            3495,
            1890,
            1605,
            3495,
            1890,
            1605
        ],
        [
            0,
            0,
            0,
            23.233014,
            23.233014,
            103.733014
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -678351,
            -265599,
            -580232,
            -678519,
            -579685,
            307526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3629,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602590400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757482532453,
    "expiration_time": 1762165584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)